Stop worrying now and get ready to read up!
There are computer programs to help create a quarantine area, or sandbox area. This allows you to install your nasty little programs and be secure!
This First Program we will look at it Sandboxie,
https://www.sandboxie.com/
It does cost, but they have been around and they update the software regularly!
Sandboxie runs your programs in an isolated space which prevents them from making permanent changes to other programs and data in your computer.
The next Sandbox Program we will look at is Shade Sandbox:
http://www.shadesandbox.com/
Setting these up takes just a few minutes but each can save you a ton of Headaches!